Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.617 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 49407.98 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45346.77 Kr¶

PnL: ---------------------------------------> 290.77 Kr¶

DD now: ---------------------------------> -6.989 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 10:16:17.627103'

Anic Portfolio¶

Today¶

Return: 1.094 %¶

This Week¶

Return: 0.213 %¶

Total portfolio value¶

Return including deposits: 61.749 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 1.390000 1683.900000 214.900000 14.630000 1468.999998
Sedana Medical 93 5.580000 2711.880000 190.880000 7.570000 2521.000011
Orrön Energy 180 4.200000 2142.900000 99.900000 4.890000 2043.000000
Platzer Fastigheter Holding B 12 3.710000 1005.600000 44.600000 4.640000 960.999996
Sagax B 4 3.090000 893.600000 39.600000 4.640000 854.000000
Sagax A 4 3.720000 892.000000 38.000000 4.450000 854.000000
Catena 2 2.640000 824.400000 32.400000 4.090000 792.000000
Atrium Ljungberg B 5 1.520000 967.000000 32.000000 3.420000 935.000000
JM 6 1.500000 891.000000 27.000000 3.130000 864.000000
Hoist Finance 35 -0.170000 1002.750000 22.750000 2.320000 980.000000
Gränges 9 1.840000 945.000000 17.000000 1.830000 927.999999
Hexatronic Group 12 1.510000 982.800000 15.800000 1.630000 966.999996
Byggmax Group 33 1.520000 967.560000 11.560000 1.210000 956.000001
BioGaia B 8 0.680000 940.800000 10.800000 1.160000 930.000000
Bilia A 8 0.530000 904.800000 4.800000 0.530000 900.000000
Clas Ohlson B 12 0.250000 976.800000 3.800000 0.390000 972.999996
EQT 4 0.920000 835.600000 3.600000 0.430000 832.000000
AcadeMedia 8 0.700000 403.600000 1.600000 0.400000 402.000000
HEXPOL B 9 -0.610000 1021.500000 0.500000 0.050000 1020.999996
Biotage 7 -0.590000 937.300000 -3.700000 -0.390000 940.999997
OX2 13 0.410000 944.450000 -5.550000 -0.580000 949.999999
ASSA ABLOY B 3 -0.310000 773.400000 -5.600000 -0.720000 779.000001
Alimak Group 11 0.480000 921.800000 -6.200000 -0.670000 927.999996
VEF 909 0.900000 1834.360000 -15.640000 -0.850000 1850.000436
Nordic Waterproofing Holding 7 0.450000 947.800000 -19.200000 -1.990000 966.999999
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
SKF B 5 -2.010000 913.250000 -26.750000 -2.850000 940.000000
Latour B 4 0.440000 821.600000 -35.400000 -4.130000 857.000000
Addnode Group B 11 -1.890000 884.400000 -36.600000 -3.970000 921.000003
Vitec Software Group B 2 0.770000 1050.000000 -37.000000 -3.400000 1087.000000
Indutrade 5 1.550000 1179.000000 -39.000000 -3.200000 1218.000000
Bufab 3 -0.280000 1050.000000 -59.000000 -5.320000 1109.000001
Hexagon B 26 0.270000 3399.500000 -61.500000 -1.780000 3461.000010
INVISIO 16 0.440000 3616.000000 -73.000000 -1.980000 3689.000000
BHG Group 97 2.080000 1383.220000 -75.780000 -5.190000 1458.999989
TOTAL 45346.770000 290.770000 -6.9886% 45056.000411

Updated:¶

'2023-07-04 10:16:34.299130'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶